ESI SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.00% (-8.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0559 | 10.64 | |
| 0.2895 | 14.25 | |
| 0.4031 | 12.75 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
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